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Intergenerational Transmission of Inflation Aversion: Theory and Evidence

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Author Info
Farvaque, Etienne (Université de Lille 1)
Mihailov, Alexander (University of Reading)

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Abstract

This paper studies the transmission of preferences in an overlapping-generations model with heterogeneous mature agents characterized by different degrees of inflation aversion. We show how the dynamics of a society's degree of inflation aversion and the implied degree of central bank independence depend on the direction and speed of changes in the structure of the population's preferences, themselves a function of parent socialization efforts in response to observed inflation. We then construct a survey-based measure of inflation aversion and provide empirical support for our analytical and simulation results. Available cross-section evidence confirms that a nation's demographic structure, in particular variation in the share of retirees as a proxy for the more inflation-averse type, is a key determinant of inflation aversion, together with experience with past inflation and the resulting collective memory embodied in monetary institutions.

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Paper provided by IRISS at CEPS/INSTEAD in its series IRISS Working Paper Series with number 2009-11.

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Length: 36 pages
Date of creation: Sep 2009
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Handle: RePEc:irs:iriswp:2009-11

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Related research
Keywords: intergenerational transmi; evolving preferences ; inflation aversion ; central bank independence ; collective memory;

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Find related papers by JEL classification:
D72 - Microeconomics - - Analysis of Collective Decision-Making - - - Models of Political Processes: Rent-seeking, Elections, Legislatures, and Voting Behavior
D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search, Learning, and Information
E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
H41 - Public Economics - - Publicly Provided Goods - - - Public Goods

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This page was last updated on 2009-11-19.


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